+116.9%
ROST vs NDAQ
+68.2%
+48.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.7% | -1.3% |
| 7D | +0.9% | +1.7% | -0.8% | +0.2% |
| 30D | +5.1% | +16.2% | -11.1% | -0.9% |
| 3M | -4.3% | +14.0% | -18.2% | -9.2% |
| 6M | +9.4% | +22.3% | -12.8% | +0.4% |
| YTD | +32.5% | +13.0% | +19.5% | +24.8% |
| 1Y | +46.9% | +24.0% | +22.9% | +32.6% |
| 3Y | +98.1% | +117.1% | -19.0% | +33.9% |
| 5Y | +116.9% | +67.5% | +49.4% | +68.5% |
| All | +116.9% | +68.2% | +48.8% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NDAQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling